Regression Dependence In Latent Variable Models

Authors:
Taizhong Hu;Jing Chen;Chaode Xie
Affiliations:
Department of Statistics and Finance, University of Science and Technology of China, Hefei, Anhui 230026, People's Republic of China, E-mail: thu@ustc.edu.cn;Department of Statistics and Finance, University of Science and Technology of China, Hefei, Anhui 230026, People's Republic of China, E-mail: thu@ustc.edu.cn;Department of Statistics and Finance, University of Science and Technology of China, Hefei, Anhui 230026, People's Republic of China, E-mail: thu@ustc.edu.cn
Venue:
Probability in the Engineering and Informational Sciences
Year:
2006

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Abstract

Three new notions of positive dependence (positive regression dependence, positive left-tail regression dependence, and positive right-tail regression dependence) are studied in this article. Consider a latent variable model where the manifest random variables T1,T2,…,Tn given latent random variable/vector (&THgr;1,…,&THgr;m) are conditional independent. Conditions are identified under which T1,…,Tn possesses the new dependence notions for different types of latent variable model. Applications of the results are also provided.